STRATEGY VWAP MOMENTUM

20251030 (Thursday, DoW=4)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 15

Periodo: 2025-10-30 00:51:00 - 2025-10-30 23:59:00

Exposure Days: 1

Trades per Day: 15.00

Avg Duration: 88.80 min

Median Duration: 48.00 min

PERFORMANCE

Total Profit: $5,980.00

Avg Profit: $398.67

Median Profit: $-330.00

Std Profit: $1,850.79

Profit Factor: 1.64

WIN/LOSS

Win Rate: 42.9%

Winners / Losers: 6 / 8 (Ratio: 1:2)

Gross Profit: $15,325.00

Gross Loss: $-9,345.00

Avg Winner: $2,189.29

Avg Loser: $-1,168.12

Avg Winner / Avg Loser: (Ratio: 1:1.87)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-5,925.00

Sharpe Ratio: 0.22

Sortino Ratio: 0.78

Ulcer Index: 45.46

EXIT REASONS

TARGET exits: 6 (40.0%)

STOP exits: 5 (33.3%)

EOD exits: 1 (6.7%)

LONG ENTRIES (BUY)

Total LONG: 8

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $1,825.00

Avg P&L: $228.12

SHORT ENTRIES (SELL)

Total SHORT: 7

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $4,155.00

Avg P&L: $593.57

CUMULATIVE P&L